While I am not at all familiar with your equipment, the basic theory is for the controller to cycle and monitor the furnace or oven. It will turn the heating elements on and off as it deems necessary. One consideration to pay attention to is the length of the thermocouple supplied as to wether it is too long for your chamber. Thermocouples are nothing but two dissimilar metals junctioned together, so there is nothing particular about the very one supplied with the controller unit. Different metals are used for different thermocouple types. A type K thermocouple from a different source or vendor will still be a type K thermocouple and will monitor temperature properly, except that some calibration may be required for different thermocouple lead lengths.
RL